Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52123.31 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47961.78 Kr¶

PnL: ---------------------------------------> -964.72 Kr¶

DD now: ---------------------------------> -1.877 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 13:13:15.019111'

Anic Portfolio¶

Today¶

Return: -0.369 %¶

This Week¶

Return: -0.369 %¶

Total portfolio value¶

Return including deposits: 70.638 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
SynAct Pharma 9 -0.800000 668.700000 23.700000 3.670000 645.000003
Xvivo Perfusion 3 1.050000 865.500000 20.500000 2.430000 845.000001
Biotage 4 0.260000 620.000000 17.000000 2.820000 603.000000
Vitrolife 3 2.580000 693.000000 16.000000 2.360000 677.000001
Sdiptech B 3 1.010000 837.600000 15.600000 1.900000 822.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
BHG Group 49 -6.890000 648.760000 9.760000 1.530000 638.999984
Embracer Group B 26 -0.440000 671.060000 9.060000 1.370000 661.999988
Indutrade 5 1.300000 1327.500000 7.500000 0.570000 1320.000000
Addnode Group B 6 1.280000 759.000000 7.000000 0.930000 751.999998
Nolato B 12 -0.730000 653.400000 5.400000 0.830000 648.000000
Latour B 2 1.840000 454.200000 5.200000 1.160000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Fortnox 10 3.150000 667.400000 -0.600000 -0.090000 668.000000
NCC B 7 -1.060000 651.700000 -2.300000 -0.350000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Svolder B 35 0.570000 2168.250000 -5.250000 -0.240000 2173.500000
Sampo Oyj SDB 1 -0.800000 498.000000 -7.000000 -1.390000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 0.090000 646.200000 -11.800000 -1.790000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 2.490000 659.200000 -14.800000 -2.200000 674.000000
Sedana Medical 135 -2.740000 4309.200000 -21.800000 -0.500000 4330.999935
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Ambea 68 0.720000 2476.560000 -60.440000 -2.380000 2537.000032
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Investor A 16 -0.050000 3454.400000 -90.600000 -2.560000 3545.000000
New Wave B 40 -0.690000 3792.400000 -123.600000 -3.160000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 47961.780000 -964.720000 -1.87695% 48926.499863

Updated:¶

'2023-06-13 13:13:33.096326'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶